Harnack inequality for semilinear SPDE with multiplicative noise

DOI10.1016/j.spl.2013.01.009zbMath1267.60075arXiv1208.2343OpenAlexW1979984220MaRDI QIDQ1950770

Shao-Qin Zhang

Publication date: 13 May 2013

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1208.2343

zbMATH Keywords

Harnack inequalitystochastic partial differential equationmultiplicative noiselog-Harnack inequality

Mathematics Subject Classification ID

Diffusion processes (60J60) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Related Items (7)

Log-Harnack inequality for mild solutions of SPDEs with multiplicative noise ⋮ Log-Harnack inequality for reflected SPDEs driven by multiplicative noises and its applications ⋮ Irreducibility and strong Feller property for non-linear SPDEs ⋮ Asymptotic log-Harnack inequality and applications for SPDE with degenerate multiplicative noise ⋮ Derivative formulas and applications for degenerate stochastic differential equations with fractional noises ⋮ Harnack inequality for stochastic heat equation driven by fractional noise with Hurst index H>½ ⋮ Stochastic Volterra equations driven by fractional Brownian motion

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